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Parametric Portfolio Associates

Parametric Portfolio Associates Portfolio holdings

AUM $190B Turnover 10.22%
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
-2.76%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$190B
AUM Growth
-$5.29B
Cap. Flow
+$4.62B
Cap. Flow %
2.43%
Top 10 Hldgs %
23.65%
Holding
3,846
New
220
Increased
2,219
Reduced
1,217
Closed
173
Avg Time Held
5.4 years
Top 10 Avg Time Held
3.9 years
Top 20 Avg Time Held
4.4 years

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$329M
2
SHEL icon
Shell
SHEL
+$218M
3
AAPL icon
Apple
AAPL
+$215M
4
AMD icon
Advanced Micro Devices
AMD
+$206M
5
BRK.B icon
Berkshire Hathaway Class B
BRK.B
+$153M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$679M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$210M
3
META icon
Meta Platforms (Facebook)
META
+$178M
4
XLNX
Xilinx Inc
XLNX
+$175M
5
INFO icon
IHS Markit Ltd. Common Shares
INFO
+$159M

Sector Composition

Rank Sector Weight
1 Technology 24.29%
2 Financials 13.33%
3 Healthcare 12.88%
4 Consumer Discretionary 10.38%
5 Industrials 7.99%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
LNW icon
651
DELISTED
Light & Wonder
LNW
$38.8M 0.02%
660,342
-2,791
-0.4% -$169K
2013 Q2
35 quarters
KB icon
652
KB Financial Group
KB
$41.8B
$38.7M 0.02%
793,483
+7,799
+1% +$385K
2013 Q2
35 quarters
NMR icon
653
Nomura Holdings
NMR
$27.1B
$38.7M 0.02%
9,178,906
+831,159
+10% +$3.76M
2013 Q2
35 quarters
NWG icon
654
NatWest
NWG
$69.6B
$38.7M 0.02%
6,322,304
+178,352
+3% +$1.2M
2013 Q2
35 quarters
UGI icon
655
UGI
UGI
$8.16B
$38.6M 0.02%
1,065,269
+59,599
+6% +$2.38M
2013 Q2
35 quarters
TS icon
656
Tenaris
TS
$30B
$38.5M 0.02%
1,280,563
-68,414
-5% -$1.78M
2013 Q2
35 quarters
GEN icon
657
Gen Digital
GEN
$14.6B
$38.4M 0.02%
1,446,329
+204,611
+16% +$5.63M
2013 Q2
35 quarters
HWM icon
658
Howmet Aerospace
HWM
$88.7B
$38.1M 0.02%
1,060,053
+98,628
+10% +$3.37M
2016 Q4
21 quarters
IDA icon
659
Idacorp
IDA
$8B
$38M 0.02%
329,364
+27,044
+9% +$2.94M
2013 Q2
35 quarters
SUI icon
660
Sun Communities
SUI
$14.3B
$38M 0.02%
216,723
-5,750
-3% -$1.07M
2013 Q2
35 quarters
ATR icon
661
AptarGroup
ATR
$7.93B
$37.9M 0.02%
322,437
+60,354
+23% +$7.09M
2013 Q2
35 quarters
FPF icon
662
First Trust Intermediate Duration Preferred & Income Fund
FPF
$961M
$37.9M 0.02%
1,722,625
+54,597
+3% +$1.22M
2018 Q2
15 quarters
SHG icon
663
Shinhan Financial Group
SHG
$33.1B
$37.8M 0.02%
1,131,738
+82,140
+8% +$2.66M
2013 Q2
35 quarters
ARW icon
664
Arrow Electronics
ARW
$11B
$37.8M 0.02%
318,668
+9,183
+3% +$1.15M
2013 Q2
35 quarters
PDCE
665
DELISTED
PDC Energy, Inc.
PDCE
$37.8M 0.02%
519,789
-78,197
-13% -$4.84M
2013 Q2
35 quarters
UMC icon
666
United Microelectronic
UMC
$50.7B
$37.7M 0.02%
4,139,000
+248,352
+6% +$2.46M
2013 Q2
35 quarters
BMO icon
667
Bank of Montreal
BMO
$116B
$37.7M 0.02%
319,567
+14,130
+5% +$1.64M
2013 Q2
35 quarters
CFR icon
668
Cullen/Frost Bankers
CFR
$9.62B
$37.5M 0.02%
270,965
+11,526
+4% +$1.6M
2013 Q2
35 quarters
CHE icon
669
Chemed
CHE
$6.71B
$37.5M 0.02%
74,033
+9,571
+15% +$4.59M
2013 Q2
35 quarters
LVS icon
670
Las Vegas Sands
LVS
$24.9B
$37.4M 0.02%
961,974
+108,193
+13% +$4.49M
2013 Q2
35 quarters
GDDY icon
671
GoDaddy
GDDY
$13.4B
$37.3M 0.02%
446,174
+124,445
+39% +$9.83M
2016 Q1
24 quarters
HUBS icon
672
HubSpot
HUBS
$11.3B
$37.2M 0.02%
78,407
-1,410
-2% -$683K
2015 Q3
26 quarters
DOCU icon
673
DocuSign
DOCU
$13.9B
$37.2M 0.02%
347,549
+63,756
+22% +$7.32M
2018 Q4
13 quarters
CGNX icon
674
Cognex
CGNX
$9.24B
$37.2M 0.02%
481,553
+74,375
+18% +$5.09M
2013 Q2
35 quarters
SNAP icon
675
Snap
SNAP
$10.4B
$36.9M 0.02%
1,025,368
+72,139
+8% +$2.61M
2018 Q4
13 quarters
25 26
27
28 29

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Parametric Portfolio Associates's Q1 2022 Portfolio in Review

As of Q1 2022, Parametric Portfolio Associates held 3,846 positions worth $190B, down 2.7% from $195B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

Parametric Portfolio Associates's Q1 2022 filing shows 220 new, 2,219 increased, 1,217 reduced and 173 closed positions. Its largest new stake was Shell: 4,108,679 shares worth $226M. The largest sale was iShares Core S&P 500 ETF, an estimated $679M.

By sector, the portfolio is most concentrated in Technology at 24% of assets, down from 25% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q1 2022 buy was Shell: 4,108,679 shares worth $226M.
  • Parametric Portfolio Associates added most to Microsoft in Q1 2022, an estimated $329M increase.
  • Parametric Portfolio Associates's biggest Q1 2022 reduction was iShares Core S&P 500 ETF, cutting an estimated $679M.
  • Parametric Portfolio Associates fully exited Xilinx Inc in Q1 2022, selling an estimated $175M.
  • Parametric Portfolio Associates's ten largest holdings make up 24% of its $190B portfolio in Q1 2022.
  • Parametric Portfolio Associates opened 220 new positions and closed 173 in Q1 2022.
  • Parametric Portfolio Associates's portfolio value fell 2.7% quarter-over-quarter to $190B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2022, filed 16 May 2022.